+54.2%
AR vs GRMN
+636.8%
-582.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.3% |
| 7D | +6.4% | -0.1% | +6.5% | +6.4% |
| 30D | +3.1% | +3.5% | -0.4% | +1.1% |
| 3M | +3.3% | -7.3% | +10.6% | +5.6% |
| 6M | +6.6% | +21.8% | -15.2% | -3.8% |
| YTD | +12.3% | +42.8% | -30.5% | -7.3% |
| 1Y | +12.3% | +46.5% | -34.1% | -8.6% |
| 3Y | +50.4% | +158.3% | -107.8% | -13.7% |
| 5Y | +101.0% | +122.6% | -21.6% | +23.1% |
| All | +54.2% | +636.8% | -582.6% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling